Semiparametric Fixed-Effects Estimator
François Libois and
No 1201, Working Papers from University of Namur, Department of Economics
This paper describes the Stata implementation of Baltagi and Li's (2002) series estimator of partially linear panel data models with fixed effects. After a brief description of the estimator itself, we describe the new command xtsemipar. We then simulate data to show that this estimator performs better than a fixed effect estimator if the relationship between two variables is unknown or quite complex.
Keywords: xtsemipar; Semiparametric estimations (search for similar items in EconPapers)
JEL-codes: C14 C21 (search for similar items in EconPapers)
Pages: 11 pages
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http://www.fundp.ac.be/eco/economie/recherche/wpseries/wp/1201.pdf First version, 2012 (application/pdf)
Journal Article: Semiparametric fixed-effects estimator (2013)
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Persistent link: https://EconPapers.repec.org/RePEc:nam:wpaper:1201
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